Adding more Slippage

[hliboi]

Hello and good afternoon,

Im asking for your help regarding slippage.

I see that in the defaultfilltype you are referencing:

FillPrice = Math.Min(NextHigh, NextOpen + SlippagePoints);

Is there a possibility to choose not the nexthigh or nextlow.
Maybe the next 2 bars.

Im testing with renko bars and want to add more slippage than the available nextbar.

Thank You

[NinjaTrader_PatrickH]

Hello hliboi,

Thank you for your post.

I am not familiar with any available doubles for the Open, High, Low or Close after next. However, I will look into this further and follow up with you when I have additional information.

[hliboi]

Thank You Patrick

[NinjaTrader_PatrickH]

Hello hliboi,

Thank you for your patience.

The FillType Class is not documented and therefore neither are the functions or methods available. There is also not much that can be obtained from the Intellisense here either. This area is unsupported, and there would not be any outlets I am aware of for this information.

However, I was able to test and confirm that using Strategy.Closes[0][-2] will work to pull the close after next. So the low after the next would be Strategy.Lows[0][-2].

An example of using the close after next:

			if (order.OrderType == OrderType.Market)
			{
				FillPrice = Strategy.Closes[0][-2];
			}

[hliboi]

Hello Patrick,

First of all thanks.

As my problem with slippage was the time issue i also played with the settings of delay in the options menu giving me more slippage. Now it doesnt need a price to fill at that entry bar.

Thanks